NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 36.70 38.38 1.68 4.6% 36.45
High 39.29 39.22 -0.07 -0.2% 39.29
Low 36.59 37.82 1.23 3.4% 34.05
Close 37.95 38.99 1.04 2.7% 38.99
Range 2.70 1.40 -1.30 -48.1% 5.24
ATR 1.93 1.89 -0.04 -2.0% 0.00
Volume 25,906 30,033 4,127 15.9% 135,831
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.88 42.33 39.76
R3 41.48 40.93 39.38
R2 40.08 40.08 39.25
R1 39.53 39.53 39.12 39.81
PP 38.68 38.68 38.68 38.81
S1 38.13 38.13 38.86 38.41
S2 37.28 37.28 38.73
S3 35.88 36.73 38.61
S4 34.48 35.33 38.22
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 53.16 51.32 41.87
R3 47.92 46.08 40.43
R2 42.68 42.68 39.95
R1 40.84 40.84 39.47 41.76
PP 37.44 37.44 37.44 37.91
S1 35.60 35.60 38.51 36.52
S2 32.20 32.20 38.03
S3 26.96 30.36 37.55
S4 21.72 25.12 36.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.29 34.05 5.24 13.4% 2.37 6.1% 94% False False 27,166
10 39.29 31.61 7.68 19.7% 2.25 5.8% 96% False False 23,562
20 42.64 31.61 11.03 28.3% 1.97 5.1% 67% False False 19,449
40 46.98 31.61 15.37 39.4% 1.58 4.1% 48% False False 14,343
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 45.17
2.618 42.89
1.618 41.49
1.000 40.62
0.618 40.09
HIGH 39.22
0.618 38.69
0.500 38.52
0.382 38.35
LOW 37.82
0.618 36.95
1.000 36.42
1.618 35.55
2.618 34.15
4.250 31.87
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 38.83 38.38
PP 38.68 37.77
S1 38.52 37.16

These figures are updated between 7pm and 10pm EST after a trading day.

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